We know that a Zoldyck has been to the Dark Continent and most likely brought this calamity back.
Silva stated that It came from somewhere else, some "dark" place.
Illumi emphasized Alluka's otherworldliness again saying, "We don't know where he came from."
Alluka's victims very much resemble the twisted up corpses we saw in the lab in chapter 341, and it's already been confirmed that victims of AI and Papu have been found in the "known" world.
We can all agree that AI's ability is a threat to humanity, right? Pretty much fits with the description of being a calamity.
Nanika's black eyes/mouth resemble the faces that we saw in the panel where Ging was describing the AI gas life forms.
Nanika literally utters "Ai" whenever she fulfills a wish. Togashi uses ( あい ), the hiragana equivalent of "A" and "I" in the manga. The manga just translated this to "Aye" and the anime into "'Kay".
We saw in chapter 341 that this gas forms also utter "Ai".
They're described as co-dependent beings. Explains Alluka's pesterings and need for equivalent exchange. Also explains why Nanika (not just Alluka as a sibling) is so attached to Killua. And of course, it explains why Nanika needed a host (Alluka) to begin with.
It's pretty much confirmed, and it's just a matter of time and waiting until Togashi officially reveals it to us.